| 强混合样本且含附加信息情形M估计和分位数估计的渐近性质（英文） |
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| 引用本文： | 李英华,李元,秦永松.强混合样本且含附加信息情形M估计和分位数估计的渐近性质（英文）[J].应用概率统计,2018(5):515-532. |
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| 作者姓名： | 李英华 李元 秦永松 |
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| 作者单位： | 广州大学经济与统计学院;广西师范大学数学与统计学院 |
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| 基金项目： | partially supported by the National Natural Science Foundation of China(Grant No.11671102);the Natural Science Foundation of Guangxi(Grant Nos.2017GXNSFAA198349;2016GXNSFAA3800163);the Program on the High Level Innuvation Team and Outstanding Scholars in Universities of Guangxi Province;the Program on the Basic Ability Promotion for Young and Middle-aged Teachers of Guangxi |
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| 摘 要： | 在强混合样本且含附加信息情形,本文采用经验似然方法提出了一类新的M估计和新的分位数估计.结果表明,本文提出的M估计和分位数估计具有相合性和渐近正态性,且其渐近方差比一般M估计和分位数估计的渐近方差小.
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| 关 键 词： | 强混合样本 经验似然 M估计 分位数 |
M-estimation and Quantile Estimation in the Presence of Auxiliary Information under Strong Mixing Samples |
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| LI Yinghua,LI Yuan,QIN Yongsong.M-estimation and Quantile Estimation in the Presence of Auxiliary Information under Strong Mixing Samples[J].Chinese Journal of Applied Probability and Statisties,2018(5):515-532. |
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| Authors: | LI Yinghua LI Yuan QIN Yongsong |
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| Institution: | (School of Economics and Statistics,Guangzhou University,Guangzhou,510006,China;Department of Mathematics and Statistics,Guangxi Normal University,Guilin,541004,China) |
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| Abstract: | LI Yinghua;LI Yuan;QIN Yongsong(School of Economics and Statistics,Guangzhou University,Guangzhou,510006,China;Department of Mathematics and Statistics,Guangxi Normal University,Guilin,541004,China) |
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| Keywords: | strong mixing sample empirical likelihood M-estimation quantile |
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